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BrentOptimizer (Commons Math 3.2 API)
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org.apache.commons.math3.optim.univariate</FONT>
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Class BrentOptimizer</H2>
<PRE>
<A HREF="http://download.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true" title="class or interface in java.lang">java.lang.Object</A>
  <IMG SRC="../../../../../../resources/inherit.gif" ALT="extended by "><A HREF="../../../../../../org/apache/commons/math3/optim/BaseOptimizer.html" title="class in org.apache.commons.math3.optim">org.apache.commons.math3.optim.BaseOptimizer</A>&lt;<A HREF="../../../../../../org/apache/commons/math3/optim/univariate/UnivariatePointValuePair.html" title="class in org.apache.commons.math3.optim.univariate">UnivariatePointValuePair</A>&gt;
      <IMG SRC="../../../../../../resources/inherit.gif" ALT="extended by "><A HREF="../../../../../../org/apache/commons/math3/optim/univariate/UnivariateOptimizer.html" title="class in org.apache.commons.math3.optim.univariate">org.apache.commons.math3.optim.univariate.UnivariateOptimizer</A>
          <IMG SRC="../../../../../../resources/inherit.gif" ALT="extended by "><B>org.apache.commons.math3.optim.univariate.BrentOptimizer</B>
</PRE>
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<DT><PRE>public class <B>BrentOptimizer</B><DT>extends <A HREF="../../../../../../org/apache/commons/math3/optim/univariate/UnivariateOptimizer.html" title="class in org.apache.commons.math3.optim.univariate">UnivariateOptimizer</A></DL>
</PRE>

<P>
For a function defined on some interval <code>(lo, hi)</code>, this class
 finds an approximation <code>x</code> to the point at which the function
 attains its minimum.
 It implements Richard Brent's algorithm (from his book "Algorithms for
 Minimization without Derivatives", p. 79) for finding minima of real
 univariate functions.
 <br/>
 This code is an adaptation, partly based on the Python code from SciPy
 (module "optimize.py" v0.5); the original algorithm is also modified
 <ul>
  <li>to use an initial guess provided by the user,</li>
  <li>to ensure that the best point encountered is the one returned.</li>
 </ul>
<P>

<P>
<DL>
<DT><B>Since:</B></DT>
  <DD>2.0</DD>
<DT><B>Version:</B></DT>
  <DD>$Id: BrentOptimizer.java 1462503 2013-03-29 15:48:27Z luc $</DD>
</DL>
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<TH ALIGN="left"><B>Fields inherited from class org.apache.commons.math3.optim.<A HREF="../../../../../../org/apache/commons/math3/optim/BaseOptimizer.html" title="class in org.apache.commons.math3.optim">BaseOptimizer</A></B></TH>
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<TR BGCOLOR="white" CLASS="TableRowColor">
<TD><CODE><A HREF="../../../../../../org/apache/commons/math3/optim/BaseOptimizer.html#evaluations">evaluations</A>, <A HREF="../../../../../../org/apache/commons/math3/optim/BaseOptimizer.html#iterations">iterations</A></CODE></TD>
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<TD><CODE><B><A HREF="../../../../../../org/apache/commons/math3/optim/univariate/BrentOptimizer.html#BrentOptimizer(double, double)">BrentOptimizer</A></B>(double&nbsp;rel,
               double&nbsp;abs)</CODE>

<BR>
&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;The arguments are used for implementing the original stopping criterion
 of Brent's algorithm.</TD>
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<TR BGCOLOR="white" CLASS="TableRowColor">
<TD><CODE><B><A HREF="../../../../../../org/apache/commons/math3/optim/univariate/BrentOptimizer.html#BrentOptimizer(double, double, org.apache.commons.math3.optim.ConvergenceChecker)">BrentOptimizer</A></B>(double&nbsp;rel,
               double&nbsp;abs,
               <A HREF="../../../../../../org/apache/commons/math3/optim/ConvergenceChecker.html" title="interface in org.apache.commons.math3.optim">ConvergenceChecker</A>&lt;<A HREF="../../../../../../org/apache/commons/math3/optim/univariate/UnivariatePointValuePair.html" title="class in org.apache.commons.math3.optim.univariate">UnivariatePointValuePair</A>&gt;&nbsp;checker)</CODE>

<BR>
&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;The arguments are used implement the original stopping criterion
 of Brent's algorithm.</TD>
</TR>
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<CODE>protected &nbsp;<A HREF="../../../../../../org/apache/commons/math3/optim/univariate/UnivariatePointValuePair.html" title="class in org.apache.commons.math3.optim.univariate">UnivariatePointValuePair</A></CODE></FONT></TD>
<TD><CODE><B><A HREF="../../../../../../org/apache/commons/math3/optim/univariate/BrentOptimizer.html#doOptimize()">doOptimize</A></B>()</CODE>

<BR>
&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Performs the bulk of the optimization algorithm.</TD>
</TR>
</TABLE>
&nbsp;<A NAME="methods_inherited_from_class_org.apache.commons.math3.optim.univariate.UnivariateOptimizer"><!-- --></A>
<TABLE BORDER="1" WIDTH="100%" CELLPADDING="3" CELLSPACING="0" SUMMARY="">
<TR BGCOLOR="#EEEEFF" CLASS="TableSubHeadingColor">
<TH ALIGN="left"><B>Methods inherited from class org.apache.commons.math3.optim.univariate.<A HREF="../../../../../../org/apache/commons/math3/optim/univariate/UnivariateOptimizer.html" title="class in org.apache.commons.math3.optim.univariate">UnivariateOptimizer</A></B></TH>
</TR>
<TR BGCOLOR="white" CLASS="TableRowColor">
<TD><CODE><A HREF="../../../../../../org/apache/commons/math3/optim/univariate/UnivariateOptimizer.html#computeObjectiveValue(double)">computeObjectiveValue</A>, <A HREF="../../../../../../org/apache/commons/math3/optim/univariate/UnivariateOptimizer.html#getGoalType()">getGoalType</A>, <A HREF="../../../../../../org/apache/commons/math3/optim/univariate/UnivariateOptimizer.html#getMax()">getMax</A>, <A HREF="../../../../../../org/apache/commons/math3/optim/univariate/UnivariateOptimizer.html#getMin()">getMin</A>, <A HREF="../../../../../../org/apache/commons/math3/optim/univariate/UnivariateOptimizer.html#getStartValue()">getStartValue</A>, <A HREF="../../../../../../org/apache/commons/math3/optim/univariate/UnivariateOptimizer.html#optimize(org.apache.commons.math3.optim.OptimizationData...)">optimize</A>, <A HREF="../../../../../../org/apache/commons/math3/optim/univariate/UnivariateOptimizer.html#parseOptimizationData(org.apache.commons.math3.optim.OptimizationData...)">parseOptimizationData</A></CODE></TD>
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<TH ALIGN="left"><B>Methods inherited from class org.apache.commons.math3.optim.<A HREF="../../../../../../org/apache/commons/math3/optim/BaseOptimizer.html" title="class in org.apache.commons.math3.optim">BaseOptimizer</A></B></TH>
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<TR BGCOLOR="white" CLASS="TableRowColor">
<TD><CODE><A HREF="../../../../../../org/apache/commons/math3/optim/BaseOptimizer.html#getConvergenceChecker()">getConvergenceChecker</A>, <A HREF="../../../../../../org/apache/commons/math3/optim/BaseOptimizer.html#getEvaluations()">getEvaluations</A>, <A HREF="../../../../../../org/apache/commons/math3/optim/BaseOptimizer.html#getIterations()">getIterations</A>, <A HREF="../../../../../../org/apache/commons/math3/optim/BaseOptimizer.html#getMaxEvaluations()">getMaxEvaluations</A>, <A HREF="../../../../../../org/apache/commons/math3/optim/BaseOptimizer.html#getMaxIterations()">getMaxIterations</A>, <A HREF="../../../../../../org/apache/commons/math3/optim/BaseOptimizer.html#incrementEvaluationCount()">incrementEvaluationCount</A>, <A HREF="../../../../../../org/apache/commons/math3/optim/BaseOptimizer.html#incrementIterationCount()">incrementIterationCount</A></CODE></TD>
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<A NAME="BrentOptimizer(double, double, org.apache.commons.math3.optim.ConvergenceChecker)"><!-- --></A><H3>
BrentOptimizer</H3>
<PRE>
public <B>BrentOptimizer</B>(double&nbsp;rel,
                      double&nbsp;abs,
                      <A HREF="../../../../../../org/apache/commons/math3/optim/ConvergenceChecker.html" title="interface in org.apache.commons.math3.optim">ConvergenceChecker</A>&lt;<A HREF="../../../../../../org/apache/commons/math3/optim/univariate/UnivariatePointValuePair.html" title="class in org.apache.commons.math3.optim.univariate">UnivariatePointValuePair</A>&gt;&nbsp;checker)</PRE>
<DL>
<DD>The arguments are used implement the original stopping criterion
 of Brent's algorithm.
 <code>abs</code> and <code>rel</code> define a tolerance
 <code>tol = rel |x| + abs</code>. <code>rel</code> should be no smaller than
 <em>2 macheps</em> and preferably not much less than <em>sqrt(macheps)</em>,
 where <em>macheps</em> is the relative machine precision. <code>abs</code> must
 be positive.
<P>
<DL>
<DT><B>Parameters:</B><DD><CODE>rel</CODE> - Relative threshold.<DD><CODE>abs</CODE> - Absolute threshold.<DD><CODE>checker</CODE> - Additional, user-defined, convergence checking
 procedure.
<DT><B>Throws:</B>
<DD><CODE><A HREF="../../../../../../org/apache/commons/math3/exception/NotStrictlyPositiveException.html" title="class in org.apache.commons.math3.exception">NotStrictlyPositiveException</A></CODE> - if <code>abs &lt;= 0</code>.
<DD><CODE><A HREF="../../../../../../org/apache/commons/math3/exception/NumberIsTooSmallException.html" title="class in org.apache.commons.math3.exception">NumberIsTooSmallException</A></CODE> - if <code>rel &lt; 2 * Math.ulp(1d)</code>.</DL>
</DL>
<HR>

<A NAME="BrentOptimizer(double, double)"><!-- --></A><H3>
BrentOptimizer</H3>
<PRE>
public <B>BrentOptimizer</B>(double&nbsp;rel,
                      double&nbsp;abs)</PRE>
<DL>
<DD>The arguments are used for implementing the original stopping criterion
 of Brent's algorithm.
 <code>abs</code> and <code>rel</code> define a tolerance
 <code>tol = rel |x| + abs</code>. <code>rel</code> should be no smaller than
 <em>2 macheps</em> and preferably not much less than <em>sqrt(macheps)</em>,
 where <em>macheps</em> is the relative machine precision. <code>abs</code> must
 be positive.
<P>
<DL>
<DT><B>Parameters:</B><DD><CODE>rel</CODE> - Relative threshold.<DD><CODE>abs</CODE> - Absolute threshold.
<DT><B>Throws:</B>
<DD><CODE><A HREF="../../../../../../org/apache/commons/math3/exception/NotStrictlyPositiveException.html" title="class in org.apache.commons.math3.exception">NotStrictlyPositiveException</A></CODE> - if <code>abs &lt;= 0</code>.
<DD><CODE><A HREF="../../../../../../org/apache/commons/math3/exception/NumberIsTooSmallException.html" title="class in org.apache.commons.math3.exception">NumberIsTooSmallException</A></CODE> - if <code>rel &lt; 2 * Math.ulp(1d)</code>.</DL>
</DL>

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<A NAME="doOptimize()"><!-- --></A><H3>
doOptimize</H3>
<PRE>
protected <A HREF="../../../../../../org/apache/commons/math3/optim/univariate/UnivariatePointValuePair.html" title="class in org.apache.commons.math3.optim.univariate">UnivariatePointValuePair</A> <B>doOptimize</B>()</PRE>
<DL>
<DD>Performs the bulk of the optimization algorithm.
<P>
<DD><DL>
<DT><B>Specified by:</B><DD><CODE><A HREF="../../../../../../org/apache/commons/math3/optim/BaseOptimizer.html#doOptimize()">doOptimize</A></CODE> in class <CODE><A HREF="../../../../../../org/apache/commons/math3/optim/BaseOptimizer.html" title="class in org.apache.commons.math3.optim">BaseOptimizer</A>&lt;<A HREF="../../../../../../org/apache/commons/math3/optim/univariate/UnivariatePointValuePair.html" title="class in org.apache.commons.math3.optim.univariate">UnivariatePointValuePair</A>&gt;</CODE></DL>
</DD>
<DD><DL>

<DT><B>Returns:</B><DD>the point/value pair giving the optimal value of the
 objective function.</DL>
</DD>
</DL>
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